Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49117.11 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -1.252 %¶

This Week¶

Return: -0.42 %¶

Total portfolio value¶

Return including deposits: 60.728 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -2.330000 2151.000000 108.000000 5.290000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.890000 904.000000 50.000000 5.850000 854.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Hexatronic Group 12 0.430000 1006.080000 39.080000 4.040000 966.999996
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
JM 6 -0.860000 894.600000 30.600000 3.540000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.090000 965.250000 15.250000 1.610000 949.999999
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
Biotage 7 -0.950000 948.500000 7.500000 0.800000 940.999997
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
Gränges 9 -1.430000 928.800000 0.800000 0.090000 927.999999
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
BioGaia B 8 -2.360000 928.000000 -2.000000 -0.220000 930.000000
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
Clas Ohlson B 12 -2.200000 962.400000 -10.600000 -1.090000 972.999996
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
VEF 909 -3.810000 1836.180000 -13.820000 -0.750000 1850.000436
EQT 4 -2.440000 816.000000 -16.000000 -1.920000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.240000 899.800000 -21.200000 -2.300000 921.000003
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
Alimak Group 11 -2.160000 898.700000 -29.300000 -3.160000 927.999996
SKF B 5 -1.310000 906.250000 -33.750000 -3.590000 940.000000
Sedana Medical 93 -6.780000 2481.240000 -39.760000 -1.580000 2521.000011
Indutrade 5 -1.130000 1176.500000 -41.500000 -3.410000 1218.000000
Latour B 4 -0.200000 814.400000 -42.600000 -4.970000 857.000000
Vitec Software Group B 2 -2.640000 1031.000000 -56.000000 -5.150000 1087.000000
Bufab 3 -1.310000 1036.800000 -72.200000 -6.510000 1109.000001
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -3.030000 3329.300000 -131.700000 -3.810000 3461.000010
TOTAL 45034.690000 -21.310000 -7.57548% 45056.000411

Updated:¶

'2023-07-05 17:21:15.939952'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶